ChihYuChiang/dlsr: Double Lasso Selection

The \code{doubleLassoSelect} function is an alternative implementation of Double Lasso Selection on OLS. This implementation is based primarily on package \code{glmet} and a paper of O. Urminsky, C. Hansen, and V. Chernozhukov (working draft), as listed in the reference.\cr\cr For original implementation, please see \code{hdm} package by Chernozhukov, Hansen, and Spindler. About the mathematical details of the method, please refer to the original papers listed in the reference section.

Getting started

Package details

Maintainer
LicenseUnlimited
Version0.0.0.001
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ChihYuChiang/dlsr")
ChihYuChiang/dlsr documentation built on March 20, 2018, 8:54 p.m.